Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.666 %¶

This Week¶

Return: -0.212 %¶

Total portfolio value¶

Return including deposits: 61.064 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.690000 1672.380000 203.380000 13.840000 1468.999998
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
Orrön Energy 180 4.680000 2152.800000 109.800000 5.370000 2043.000000
Platzer Fastigheter Holding B 12 2.350000 992.400000 31.400000 3.270000 960.999996
Sagax B 4 1.430000 879.200000 25.200000 2.950000 854.000000
Hoist Finance 35 0.000000 1004.500000 24.500000 2.500000 980.000000
Atrium Ljungberg B 5 0.680000 959.000000 24.000000 2.570000 935.000000
Catena 2 1.290000 813.600000 21.600000 2.730000 792.000000
Hexatronic Group 12 1.510000 982.800000 15.800000 1.630000 966.999996
JM 6 0.140000 879.000000 15.000000 1.740000 864.000000
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Gränges 9 0.580000 933.300000 5.300000 0.570000 927.999999
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Byggmax Group 33 0.480000 957.660000 1.660000 0.170000 956.000001
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
Bilia A 8 0.090000 900.800000 0.800000 0.090000 900.000000
EQT 4 0.290000 830.400000 -1.600000 -0.190000 832.000000
HEXPOL B 9 -0.880000 1018.800000 -2.200000 -0.220000 1020.999996
OX2 13 0.480000 945.100000 -4.900000 -0.520000 949.999999
Alimak Group 11 0.600000 922.900000 -5.100000 -0.550000 927.999996
ASSA ABLOY B 3 -0.430000 772.500000 -6.500000 -0.830000 779.000001
SKF B 5 -0.540000 927.000000 -13.000000 -1.380000 940.000000
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Addnode Group B 11 -1.770000 885.500000 -35.500000 -3.850000 921.000003
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Indutrade 5 1.160000 1174.500000 -43.500000 -3.570000 1218.000000
Hexagon B 26 0.460000 3406.000000 -55.000000 -1.590000 3461.000010
Bufab 3 -1.140000 1041.000000 -68.000000 -6.130000 1109.000001
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 0.860000 1366.730000 -92.270000 -6.320000 1458.999989
TOTAL 45137.530000 81.530000 -7.3825% 45056.000411

Updated:¶

'2023-07-04 09:23:47.142664'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶